How do I analyze a .mdmp file?

The .mdmp file is a Windows MiniDump file that you can only read with a debugger (like WinDbg). Typically you need the sources of the crashed application to really get some information out of the dump. So in your case you can’t do much but contacting JRockit support.

Here a link to the Orace JRockit information about JVM crahes.

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